FAB vs. SNPD
Compare and contrast key facts about First Trust Multi Cap Value AlphaDEX Fund (FAB) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD).
FAB and SNPD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAB is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Multi Cap Value Index. It was launched on May 8, 2007. SNPD is a passively managed fund by Xtrackers that tracks the performance of the S&P ESG High Yield Dividend Aristocrats Index. It was launched on Nov 8, 2022. Both FAB and SNPD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FAB vs. SNPD - Performance Comparison
Loading graphics...
FAB vs. SNPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FAB First Trust Multi Cap Value AlphaDEX Fund | 6.46% | 9.86% | 7.82% | 15.81% | 3.65% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 4.62% | 6.66% | 5.41% | 2.68% | 3.49% |
Returns By Period
In the year-to-date period, FAB achieves a 6.46% return, which is significantly higher than SNPD's 4.62% return.
FAB
- 1D
- 1.17%
- 1M
- -2.86%
- YTD
- 6.46%
- 6M
- 9.38%
- 1Y
- 21.04%
- 3Y*
- 12.84%
- 5Y*
- 8.32%
- 10Y*
- 10.13%
SNPD
- 1D
- 1.01%
- 1M
- -6.31%
- YTD
- 4.62%
- 6M
- 5.72%
- 1Y
- 9.12%
- 3Y*
- 7.00%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FAB vs. SNPD - Expense Ratio Comparison
FAB has a 0.64% expense ratio, which is higher than SNPD's 0.15% expense ratio.
Return for Risk
FAB vs. SNPD — Risk / Return Rank
FAB
SNPD
FAB vs. SNPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FAB | SNPD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.62 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.98 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 0.88 | +0.63 |
Martin ratioReturn relative to average drawdown | 6.49 | 3.39 | +3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FAB | SNPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.62 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.52 | -0.18 |
Correlation
The correlation between FAB and SNPD is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FAB vs. SNPD - Dividend Comparison
FAB's dividend yield for the trailing twelve months is around 1.66%, less than SNPD's 3.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAB First Trust Multi Cap Value AlphaDEX Fund | 1.66% | 1.57% | 2.00% | 1.94% | 1.80% | 1.32% | 1.59% | 1.75% | 1.96% | 1.42% | 1.40% | 1.62% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.11% | 3.10% | 2.78% | 2.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAB vs. SNPD - Drawdown Comparison
The maximum FAB drawdown since its inception was -63.29%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for FAB and SNPD.
Loading graphics...
Drawdown Indicators
| FAB | SNPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.29% | -15.80% | -47.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -11.68% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | — | — |
Current DrawdownCurrent decline from peak | -3.79% | -6.31% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -3.93% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.02% | +0.34% |
Volatility
FAB vs. SNPD - Volatility Comparison
First Trust Multi Cap Value AlphaDEX Fund (FAB) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) have volatilities of 3.80% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FAB | SNPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 3.66% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 7.93% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 14.75% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 13.22% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 13.22% | +8.88% |